{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,18]],"date-time":"2026-03-18T21:02:18Z","timestamp":1773867738680,"version":"3.50.1"},"reference-count":15,"publisher":"Wiley","issue":"5","license":[{"start":{"date-parts":[[2015,4,7]],"date-time":"2015-04-07T00:00:00Z","timestamp":1428364800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2016,8]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>This paper considers structural models with both<jats:italic>I<\/jats:italic>(1) and<jats:italic>I<\/jats:italic>(0) variables. The structural shocks associated with either set of variables could be permanent or transitory. We classify the shocks as (P1,P0) and (T1,T0), where P\/T distinguishes permanent\/transitory, while 1\/0 means they are attached to structural equations with either<jats:italic>I<\/jats:italic>(1) or<jats:italic>I<\/jats:italic>(0) variables as their \u2018dependent\u2019 variable. We show that P0 shocks can affect cointegration analysis and provide a formula to compute the permanent component if they are present. Finally, we reformulate a well\u2010known empirical structural vector autoregression showing the impact of P0 shocks when there are just long\u2010run parametric and sign restrictions. Copyright \u00a9 2015 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.2459","type":"journal-article","created":{"date-parts":[[2015,4,8]],"date-time":"2015-04-08T05:33:30Z","timestamp":1428471210000},"page":"892-911","source":"Crossref","is-referenced-by-count":24,"title":["Econometric Methods for Modelling Systems With a Mixture of<i>i<\/i>(1) and<i>i<\/i>(0) Variables"],"prefix":"10.1002","volume":"31","author":[{"given":"Lance A.","family":"Fisher","sequence":"first","affiliation":[{"name":"Department of Economics Macquarie University Sydney Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hyeon\u2010Seung","family":"Huh","sequence":"additional","affiliation":[{"name":"School of Economics Yonsei University Seoul Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Adrian R.","family":"Pagan","sequence":"additional","affiliation":[{"name":"School of Economics University of Sydney Australia"},{"name":"Melbourne Institute of Applied Economic and Social Research University of Melbourne Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2015,4,7]]},"reference":[{"key":"e_1_2_8_2_1","doi-asserted-by":"publisher","DOI":"10.1162\/0033553053327452"},{"key":"e_1_2_8_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-3932(02)00145-9"},{"key":"e_1_2_8_4_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0297.2007.02040.x"},{"key":"e_1_2_8_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-2231(99)00009-3"},{"key":"e_1_2_8_6_1","doi-asserted-by":"publisher","DOI":"10.1257\/jel.49.4.938"},{"key":"e_1_2_8_7_1","doi-asserted-by":"publisher","DOI":"10.1093\/0198774508.001.0001"},{"key":"e_1_2_8_8_1","doi-asserted-by":"crossref","DOI":"10.1093\/oso\/9780199285662.001.0001","volume-title":"The Cointegrated VAR Model: Methodology and Applications. 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